def test(self): result = True self.assertEqual(result, True, "OH NO!") # Get the data # mkt = Market("Test-bitcoin-SuperTrend") mkt = Market.fromTesting(test_file) mkt_data = mkt.readMarketDataCSV(p_testing=True) # Create the Indicator p_wma_period = 90 p_wma_column = "Close" p_fast_st_multiplier = 3 p_fast_st_period = 15 p_slow_st_multiplier = 3.5 p_slow_st_period = p_fast_st_period stc = SuperTrendCross(p_wma_period, p_wma_column, p_fast_st_multiplier, p_fast_st_period, p_slow_st_multiplier, p_slow_st_period) print() print() print() print("=== Super Trend Cross Calc === === === === === ") print() print() print() print("=== Original market ================") print(mkt_data.head(0)) print(mkt_data.tail(5)) # Calculate the indicator stc.calculate(mkt_data) # Print Results print() print() print() print("=== Super Trend Cross Calc === === === === === ") print(mkt_data.head(5)) print(mkt_data.tail(10)) # xlApp=win32com.client.Dispatch("Excel.Application") # wb = xlApp.Workbooks.Open(Filename="C:\Full Location\To\excelsheet.xlsm") # # WRITE IN DATA FRAME TO SHEET 5 writer = ExcelWriter(settings.testing_file_path + 'Test Results.xlsx') mkt_data.to_excel(writer, 'Results') writer.save()
def test(self): # Test Parameters output_info = True target_file = "Results-bitcoin-SuperTrend" test_file = "bitcoin_TEST" target_columns = [ "Date", "H-L", "H-PC", "L-PC", "True_Range", "ATR_15", "basic_ub", "basic_lb", "final_ub", "final_lb", "Super_Trend" ] test_columns = [ "Date", "H-L", "H-PC", "L-PC", "True_Range", "ATR_15", "basic_ub", "basic_lb", "final_ub", "final_lb", "Super_Trend" ] # ["Date","H-L","H-PC","L-PC","TR","ATR","BUB","BLB","FUB","FLB","ST"] st_period = 15 st_multiplier = 3 st_name_extension = "" # Output Headings print("This is a test of SUPERTREND") print("Test Data: " + test_file + " Target Data: " + target_file) print("Columns: " + str(test_columns)) print("Parameters: period: " + str(st_period) + " Multiplier: " + str(st_multiplier)) # Get the data mkt = Market.fromTesting(test_file) mkt_data = mkt.readMarketDataCSV(p_testing=True) # Calcualte the Indicators supertrend = SuperTrend(st_period, st_multiplier, st_name_extension) mkt_data = supertrend.calculate(mkt_data) # Read in the target results target_data = self.readTargetResults(target_file, target_columns) # Format boolean columns # None # convert to boolean # Output the Testing Results if output_info: print() print() print() print("=== Target_data . head === === === === === ") print(target_data.head(16)) print() print("=== Target_data . tail === === === === === ") print(target_data.tail(5)) print() print() print() print("=== Market data Results . head === === === === === ") print(mkt_data.head(16)) #[test_columns] print() print("=== Market data Results . tail === === === === === ") print(mkt_data.tail(5)) # [test_columns] # Assertions if output_info: print() print("=== Series Equal DATE === === === === === ") # assert_series_equal( mkt_data["Date"], target_data["Date"]) print("PASS")
data = [1, 1, 2, 3, 5, 8, 13, 21, 34] # plt.figure # plt.title('mike', size = 'xx-large') # plt.plot(data) # plt.show() # %matplotlib inline plt.ion() plt.plot(data) pylab.show() if __name__ == "__main__": mkt_name = "Bitcoin_Test" mkt = Market.fromTesting(mkt_name) mkt_data = mkt.readMarketDataCSV(p_testing=True) graph = GraphCandlestick2() quotes = mkt_data.iloc[0:3, :4] print("quotes") print(quotes.head(5)) #graph.graph_data(quotes) graph.testGraph() plt.switch_backend("macosx") plt.plot([1, 2, 3, 4]) plt.ylabel('some numbers') plt.show() print("plotted")
def test(self): print("This is a test of CROSSES") # Test Parameters output_info = False target_file = "Results-bitcoin-Crosses" test_file = "bitcoin_TEST" target_columns = ["Date", "MA_15", "MA_30", "Crossesdiff", "Crosses" ] # ["Date","MA_15","MA_30","TGT_DIFF","TGT_CROSS"] test_columns = ["Date", "MA_15", "MA_30", "Crossesdiff", "Crosses"] # Get the data mkt = Market.fromTesting(test_file) mkt_data = mkt.readMarketDataCSV(p_testing=True) # Calcualte the Indicators mkt_data = MovingAverage(15, "Close").calculate(mkt_data) mkt_data = MovingAverage(30, "Close").calculate(mkt_data) crosses = Crosses("MA_15", "MA_30", "Up") mkt_data = crosses.calculate(mkt_data) # Read in the target results target_data = self.readTargetResults(target_file, target_columns) # Format boolean columns target_data[ "Crosses"] = target_data["Crosses"] == 1 # convert to boolean # Output the Testing Results if output_info: print() print() print() print("=== Target_data . head === === === === === ") print(target_data.head(16)) print() print("=== Target_data . tail === === === === === ") print(target_data.tail(5)) print() print() print() print("=== Market data Results . head === === === === === ") print(mkt_data[test_columns].head(16)) print() print("=== Market data Results . tail === === === === === ") print(mkt_data[test_columns].tail(5)) # Assertions if output_info: print() print("=== Series Equal DATE === === === === === ") assert_series_equal(mkt_data["Date"], target_data["Date"]) print("PASS") print() print("=== Series Equal MA_15 === === === === === ") assert_series_equal(mkt_data["MA_15"], target_data["MA_15"]) print("PASS") print() print("=== Series Equal MA_30 === === === === === ") assert_series_equal(mkt_data["MA_30"], target_data["MA_30"]) print("PASS") print() print("=== Series Equal Crossesdiff === === === === === ") assert_series_equal(mkt_data["Crossesdiff"], target_data["Crossesdiff"]) print("PASS") print() print("=== Series Equal Crosses === === === === === ") print(mkt_data[mkt_data["Crosses"] == True].count()) print(target_data[target_data["Crosses"] == True].count()) assert_series_equal(mkt_data["Crosses"], target_data["Crosses"]) print("PASS") print() print("=== DataFrame Equal === === === === === ") assert_frame_equal(mkt_data[test_columns], target_data) print("PASS")